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Working from home
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Working from home
22 followers · 62 following

Achievements

Achievement: Pull Sharkx2

Achievements

Achievement: Pull Sharkx2

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thk-cheng/README.md

Hello there 👋

Tech enthusiast here 🙋

I'm interested in derivative pricing, financial engineering, market/credit/counterparty credit risk analysis and machine learning.

Keen to solve complex problems by mathematics, statistics and coding!

Popular repositories Loading

  1. Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon Public

    The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017

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  2. Backtest_US_Portfolio Backtest_US_Portfolio Public

    Backtesting my current US stocks portfolio

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    🍻 A CLI workflow for the administration of macOS applications distributed as binaries

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  4. thk-cheng thk-cheng Public

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    A python implementaion of the COMFORT model

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  6. advent-of-code advent-of-code Public

    Solutions to the problems on Advent of Code in Python

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